meta: add note to generate openapi docs before starting local dev (#4976)

This PR adds a small note to generate docs before running the docs
locally.

website/README.md

@@ -18,6 +18,8 @@ Generate the Open API docs that live at Reference documentation > APIs > OpenAPI
 
 ## Local Development
 
+Before running the docs the first time, you'll need to generate external documentation, as described in the [generate OpenAPI docs](#generate-openapi-docs) section.
+
 ```console
 yarn start
 ```